Summary
JQUA
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 22.93% Volatility 16.68% Sharpe 0.36
Official loaded data — not a live quote.

JPMORGAN U.S. QUALITY FACTOR ETF

Symbol: JQUA

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 08/11/2017

Latest date: 03/06/2026

Current price: $72.00

Expense ratio: 0.12%

Assets under management
$7.5B
-0.08% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

8.34%

Ann. -36.55% (Sharpe / Sortino numerator)

Volatility

15.02%

Sharpe ratio

-2.676

VaR 95%

-1.43%

CVaR 95%: -1.49%
Max drawdown: -6.48%
Sortino ratio: -5.165
Calmar ratio: -5.64

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

12.94%

Ann. -8.11% (Sharpe / Sortino numerator)

Volatility

13.01%

Sharpe ratio

-0.902

VaR 95%

-1.40%

CVaR 95%: -1.48%
Max drawdown: -7.39%
Sortino ratio: -1.424
Calmar ratio: -1.10

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

14.37%

Ann. -3.47% (Sharpe / Sortino numerator)

Volatility

12.22%

Sharpe ratio

-0.582

VaR 95%

-1.36%

CVaR 95%: -1.58%
Max drawdown: -7.39%
Sortino ratio: -0.888
Calmar ratio: -0.47

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

22.93%

Ann. 9.56% (Sharpe / Sortino numerator)

Volatility

16.68%

Sharpe ratio

0.356

VaR 95%

-1.42%

CVaR 95%: -2.35%
Max drawdown: -7.83%
Sortino ratio: 0.467
Calmar ratio: 1.22

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

43.11%

Ann. 9.99% (Sharpe / Sortino numerator)

Volatility

14.66%

Sharpe ratio

0.434

VaR 95%

-1.40%

CVaR 95%: -2.06%
Max drawdown: -16.81%
Sortino ratio: 0.576
Calmar ratio: 0.59

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

75.29%

Ann. 15.88% (Sharpe / Sortino numerator)

Volatility

13.57%

Sharpe ratio

0.903

VaR 95%

-1.28%

CVaR 95%: -1.86%
Max drawdown: -16.81%
Sortino ratio: 1.244
Calmar ratio: 0.94

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.085%

Best day

2.354%

31/03/2026
Worst day

-2.275%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $72.06 $72.18 $71.62 $72.00 449,800
02/06/2026 $71.65 $72.12 $71.55 $72.12 853,600
01/06/2026 $71.05 $71.90 $71.05 $71.82 1,272,300
29/05/2026 $70.85 $71.12 $70.78 $71.06 900,200
28/05/2026 $70.34 $70.86 $70.08 $70.59 1,348,100
27/05/2026 $70.73 $70.73 $70.13 $70.23 713,200
26/05/2026 $70.26 $70.67 $70.11 $70.57 591,800
22/05/2026 $69.39 $69.92 $69.39 $69.73 362,800
21/05/2026 $68.38 $69.12 $68.21 $69.01 656,200
20/05/2026 $68.12 $68.78 $67.89 $68.77 565,400